Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets
Year of publication: |
2014
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Authors: | Qiao, Zhuo ; Chiang, Thomas C. ; Tan, Lin |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 17.2014, 03, p. 1450018-1
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Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Herding behavior | stock return dispersion | Kalman filter | positive feedback | Asian markets |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Qiao, Zhuo, (2014)
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Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
Chiang, Thomas, (2013)
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Li, Wei, (2007)
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Qiao, Zhuo, (2014)
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Chiang, Thomas C., (2010)
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Herding behavior in Chinese stock markets: An examination of A and B shares
Tan, Lin, (2008)
- More ...